-67.1%
ETSY vs RBA
+39.8%
-106.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | -12.9% | -1.9% | -11.0% | -12.2% |
| 30D | -11.5% | -13.0% | +1.5% | -6.7% |
| 3M | +3.5% | -23.1% | +26.6% | +13.7% |
| 6M | +27.6% | -22.6% | +50.2% | +39.6% |
| YTD | +28.4% | -20.4% | +48.8% | +38.4% |
| 1Y | +27.1% | -29.6% | +56.7% | +44.0% |
| 3Y | +6.0% | +26.6% | -20.5% | -8.4% |
| 5Y | -67.1% | +38.2% | -105.3% | -74.1% |
| All | -67.1% | +39.8% | -106.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling